If the country where you live and pay your normal taxes don't have a separate capital gain tax or you don't have to pay tax from your capital gains by the legally binding tax regulations (in other words it's tax free,) then yes that would make additional cost (it may be huge cost when you trade big numbers
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That's why I think they shouldn't collect tax from investors gains,
Tax problem should be investor problem, he is the one that should pay it when the time comes not the broker.
Good brokers leave that problem to their clients, and that's the way it should be.
As to STS I think they have no choice, the law regulations in bulgaria obligate them to collect tax from capital gains, and that is where the problem lays, it's about the law in bulgaria, not about the broker good or bad will.